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Forecasting Volatility for Commodity Option Prices:

Incorporation of Volume and Open Interest

by

Albert A. Williams and Jack E. Houston

Suggested citation format:

Williams, A. A., and J. E. Houston. 1992. “Forecasting Volatility for Commodity Option Prices: Incorporation of Volume and Open Interest.”Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].

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